The Existence and Uniqueness of Random Solution to ItôStochastic Integral Equation

• 作者: Caishi Wang Hamdin Ahmed Alafif
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: It? Integral BROWNIAN Motion PROBABILISTIC Functional Analysis BANACH Space
• 年，卷（期）: 2012,（7）
• 页码范围: 800-804
• 页数: 5页
• 分类号: O1

摘要

The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.